[This message was posted by Hanno Klein of Deutsche Börse Systems <[email protected]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/86451dcd - PLEASE DO NOT REPLY BY MAIL.]
You can send him a snapshot with an empty book (MDEntryType=J) together with the field SecurityTradingStatus to describe the status, e.g. 2=Trading Halt or 20=Unknown. For incrementals you can send MDUpdateAction 4=DeleteFrom and PriceLevel=1 to achieve the same "cleaning". The best way would be to send a SecurityStatus message to convey the state change and to send empty snapshots until another SecurityStatus changes the state back to normal. > I am looking for the best way to inform a client who is receiving > MDIncrementalUpdates that a particular product has become stale/invalid. > > The sequence is: > 1) The client sends us an MarketDataRequest say for product XYZ > 2) We send them back an MarketDataSnapshotFullRefresh > 3) We send them a series of MarketDataIncrementalRefresh 4) At some > point we have a problem with product XYZ (note other products are all > OK) and want to tell our client that the product is stale/in error > > Can we use the QuoteCondition tag 276 - for this or is there a > better way? John [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] -- You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en.
